| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 312454.9304 | 234409.2071 | 78045.7233 | 204994.4511 | 128804.7511 | 76189.7 |
| Total P&L (%) | 312.4549 | 234.4092 | 78.0457 | 204.9945 | 128.8048 | 76.1897 |
| Avg Daily Profit (%) | 0.175 | 0.1313 | 0.0437 | 0.0625 | 0.0464 | 0.0317 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -72737 | -103499 | -60521 | -493689 | -650607 | -305887 |
| Profit Factor | 1.7147 | 2.042 | 1.3678 | 1.1004 | 1.1201 | 1.0787 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
| Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
| Profitability (%) | 43.6782 | 34.0909 | 53.4884 | 43.6782 | 34.0909 | 53.4884 |
| Ratio Avg Win / Avg Loss | 2.2111 | 3.9478 | 1.1894 | 1.419 | 2.1655 | 0.938 |
| Largest Winning Trade | 113067 | 113067 | 69366 | 294676 | 294676 | 214589 |
| Largest Losing Trade | -28859 | -27662 | -28859 | -142550 | -137719 | -142550 |
| Avg Bars in Trades | 78 | 61 | 95 | 78 | 61 | 95 |
| Avg Bars in Winners | 135 | 130 | 138 | 135 | 130 | 138 |
| Avg Bars in Losers | 34 | 26 | 46 | 34 | 26 | 46 |
| Bars Traded | 6845 | 2722 | 4123 | 6845 | 2722 | 4123 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 303519 | -19982 | -133515 | -221769 | -224441 | -285636 |
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7141,
"evaluation_days": 1785.25,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1610820000000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1759998118289,
"expiration_time": 1764616968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
312454.9304311547,
234409.2071318647,
78045.7232992899,
204994.4511086839,
128804.7511243437,
76189.6999843403
],
[
312.45493,
234.409207,
78.045723,
204.994451,
128.804751,
76.1897
],
[
0.17502,
0.131303,
0.043717,
0.062483,
0.046374,
0.031731
],
[
10,
10,
10,
10,
10,
10
],
[
-72737,
-103499,
-60521,
-493689,
-650607,
-305887
],
[
1.71472,
2.04199,
1.367779,
1.100436,
1.12007,
1.078684
],
[
87,
44,
43,
87,
44,
43
],
[
38,
15,
23,
38,
15,
23
],
[
49,
29,
20,
49,
29,
20
],
[
43.678161,
34.090909,
53.488372,
43.678161,
34.090909,
53.488372
],
[
2.211086,
3.947847,
1.189373,
1.418984,
2.165469,
0.937986
],
[
113067,
113067,
69366,
294676,
294676,
214589
],
[
-28859,
-27662,
-28859,
-142550,
-137719,
-142550
],
[
78,
61,
95,
78,
61,
95
],
[
135,
130,
138,
135,
130,
138
],
[
34,
26,
46,
34,
26,
46
],
[
6845,
2722,
4123,
6845,
2722,
4123
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
303519,
-19982,
-133515,
-221769,
-224441,
-285636
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7141,
"evaluation_days": 1785.25,
"actual_first_datapoint_time": 1605765600000,
"first_datapoint_time": 1610820000000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1759998118289,
"expiration_time": 1764616968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|